Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851): Difference between revisions

@@ Property / OpenAlex ID @@
+W2964072178
@@ Property / OpenAlex ID: W2964072178 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5795
@@ Property / arXiv ID: 1308.5795 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+A multi-dimensional martingale for Markov additive processes and its applications
+Normal rank
@@ Property / cites work @@
+On optional stopping of some exponential martingales for Lévy processes with or without reflection.
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Loss Rates for Lévy Processes with Two Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
+Normal rank
@@ Property / cites work @@
+Clearing models for \(M/G/1\) queues
@@ Property / cites work: Clearing models for \(M/G/1\) queues / rank @@
+Normal rank
@@ Property / cites work @@
+Queues and Lévy fluctuation theory
@@ Property / cites work: Queues and Lévy fluctuation theory / rank @@
+Normal rank
@@ Property / cites work @@
+The expected time to ruin in a risk process with constant barrier via martingales
+Normal rank
@@ Property / cites work @@
+Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
+Normal rank
@@ Property / cites work @@
+Useful martingales for stochastic storage processes with Lévy input
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu risk theory
@@ Property / cites work: Gerber-Shiu risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4662394
@@ Property / cites work: Q4662394 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4662396
@@ Property / cites work: Q4662396 / rank @@
+Normal rank
@@ Property / cites work @@
+A technique for exponential change of measure for Markov processes
+Normal rank
@@ Property / cites work @@
+Annuities with controlled random interest rates.
@@ Property / cites work: Annuities with controlled random interest rates. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank